WISE KTAM Semi Variance

CHINA Etf  THB 6.09  0.05  0.83%   
WISE KTAM semi-variance technical analysis lookup allows you to check this and other technical indicators for WISE KTAM CSI or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
WISE KTAM CSI has current Semi Variance of 3.2. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.

Semi Variance

 = 

SUM(RET DEV)2

N(ZERO)

 = 
3.2
SUM = Summation notation
RET DEV = Actual return deviation over selected period
N(ZERO) = Number of points with returns less than zero

WISE KTAM Semi Variance Peers Comparison

WISE Semi Variance Relative To Other Indicators

WISE KTAM CSI is second largest ETF in semi variance as compared to similar ETFs. It is the top ETF in maximum drawdown as compared to similar ETFs reporting about  6.53  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for WISE KTAM CSI is roughly  6.53 
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
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